Maximum likelihood estimation of the mean of a multivariate normal population with monotone incomplete data

DOI10.1016/J.SPL.2010.04.007MaRDI QIDQ988092zbMATH OpenOpenAlexFDO

Authors Megan M. Romer, Donald Richards

Publication date 26 August 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.04.007

zbMATH Keywords

multivariate normal distributionmissing datastochastic representationequivariancemonotone incomplete data

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

Recommendations

• Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data
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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Kurtosis tests for multivariate normality with monotone incomplete data
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Maximum likelihood estimation for multivariate normal distribution with monotone sample
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Moments and Distributions of Estimates of Population Parameters from Fragmentary Samples
• Statistical Models
• The Stein phenomenon for monotone incomplete multivariate normal data

Cited in

(6)

• Finite-sample inference with monotone incomplete multivariate normal data. I.
• Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
• Finite-sample inference with monotone incomplete multivariate normal data, III: Hotelling’s T²-statistic
• scientific article; zbMATH DE number 3892388 (Why is no real title available?)
• Kurtosis tests for multivariate normality with monotone incomplete data
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample

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